+558.6%
QQQ vs ENB
+92.6%
+466.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +1.2% |
| 7D | -0.6% | -4.7% | +4.1% | +1.2% |
| 30D | -1.2% | -5.9% | +4.7% | +0.9% |
| 3M | -0.2% | -14.2% | +14.0% | +5.3% |
| 6M | +17.9% | -8.6% | +26.5% | +21.1% |
| YTD | +16.6% | +3.9% | +12.8% | +13.6% |
| 1Y | +23.0% | +1.8% | +21.2% | +20.6% |
| 3Y | +92.9% | +68.5% | +24.5% | +52.2% |
| 5Y | +95.6% | +62.4% | +33.2% | +56.2% |
| All | +558.6% | +92.6% | +466.0% | +359.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ENB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling